A2Z Smart Technologies Corp

10-Year Study

AZ.US · Technology · US · Common Stock

Executive Summary: A2Z Smart Technologies Corp has compounded at 29.0% annually over the last 10 years, with a maximum drawdown of 96.3% and an annualized volatility of 99.8%.

1Y CAGR
-12.0%
3Y CAGR
+22.9%
5Y CAGR
-16.1%
10Y CAGR
+29.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
96.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
154.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +381.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -88.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.3-23.027.525.8————————28.9%
202511.82.6-7.07.224.612.1-3.6-13.0-9.9-7.1-5.8-6.9-1.7%
2024-13.910.2-55.1-30.47.1-8.5101.1-20.025.0156.035.2-4.393.3%
202345.7-7.6-24.6-13.264.437.5-9.7-5.5-23.6-7.3-2.0-8.77.9%
2022-47.411.1-0.8-22.0-15.3-30.4-3.131.4-50.5-33.016.4-10.6-88.3%
202124.8240.8-22.99.8-1.921.1-32.1-20.536.315.0-13.052.8381.3%
2020—————20.9-17.4114.218.9-14.03.333.9202.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 99.8%. The dominant macroeconomic risk driver is IJR.US, accounting for 16.0% of variance. Idiosyncratic stock-specific factors contribute 50.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-05-0110000
2020-06-0112092.084006462033
2020-07-019991.922455573505
2020-08-0121405.49273021002
2020-09-0125444.264943457187
2020-10-0121890.145395799682
2020-11-0122617.124394184168
2020-12-0130290.791599353794
2021-01-0137802.907915993535
2021-02-01128836.83360258483
2021-03-0199353.79644588045
2021-04-01109046.84975767367
2021-05-01107027.46365105009
2021-06-01129644.58804523424
2021-07-0188045.23424878837
2021-08-0170005.38502961767
2021-09-0195449.64997307486
2021-10-01109719.97845988153
2021-11-0195449.64997307486
2021-12-01145799.67689822294
2022-01-0176736.67205169628
2022-02-0185218.09369951533
2022-03-0184544.96499730748
2022-04-0165966.61281637049
2022-05-0155869.682283252565
2022-06-0138906.83898761443
2022-07-0137695.20732364028
2022-08-0149542.27248249864
2022-09-0124501.884760366178
2022-10-0116424.340333871838
2022-11-0119116.855142703283
2022-12-0117097.4690360797
2023-01-0124905.7619816909
2023-02-0123021.00161550889
2023-03-0117366.720516962843
2023-04-0115068.928379106084
2023-05-0124771.13624124932
2023-06-0134060.312331717825
2023-07-0130761.9816908993
2023-08-0129079.15993537965
2023-09-0122213.24717285945
2023-10-0120597.738287560584
2023-11-0120193.861066235862
2023-12-0118443.726440495422
2024-01-0115885.837372105547
2024-02-0117501.346257404417
2024-03-017851.373182552504
2024-04-015462.035541195477
2024-05-015850.834679590738
2024-06-015355.411954765752
2024-07-0110768.982229402262
2024-08-018616.047388260637
2024-09-0110770.059235325794
2024-10-0127571.35164243403
2024-11-0137264.40495422725
2024-12-0135648.896068928385
2025-01-0139849.219170705444
2025-02-0140872.37479806139
2025-03-0138018.309100700055
2025-04-0140764.67420570813
2025-05-0150780.829294561125
2025-06-0156919.76305869683
2025-07-0154873.45180398492
2025-08-0147765.21270866989
2025-09-0143026.38664512655
2025-10-0139956.9197630587
2025-11-0137641.35702746365
2025-12-0135056.54281098546
2026-01-0136564.35110393107
2026-02-0128163.704900376953
2026-03-0135918.147549811525
2026-04-0145180.398492191714
Annual Return Matrix
YearAnnual Return
20213.8133333333333335
2022-0.8827331486611265
20230.07874015748031504
20240.9328467153284672
2025-0.0166163141993958
20260.2887864823348696
Total Factor Risk
0.9977918631528422
VTI.US Exposure
-0.0007115717862594749
VEA.US Exposure
-0.03683136817676373
VWO.US Exposure
0.07134441322130122
QQQ.US Exposure
0.05498437548425726
VTV.US Exposure
-0.02479617945395992
IJR.US Exposure
0.15989135550241854
QUAL.US Exposure
-0.02861680287382895
SHV.US Exposure
0.065741372001848
TLT.US Exposure
-0.019356855116493907
LQD.US Exposure
0.022290482522144064
HYG.US Exposure
0.14001770039058026
GLD.US Exposure
0.0006957238896368181
USO.US Exposure
-0.0007501800916086262
VNQ.US Exposure
0.1017097509434957
BTC-USD.CC Exposure
-0.0010902504514196153
CPER.US Exposure
0.009921100986371601
VIX.INDX Exposure
-0.016445304206517814
UUP.US Exposure
0.0007782572581326016
TIP.US Exposure
-0.0020736398842720375
Idiosyncratic Exposure
0.503297619840938
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
99.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$333.2M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+32.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
29.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is A2Z Smart Technologies Corp a high-risk investment?

A2Z Smart Technologies Corp (AZ.US) has an annualized volatility of 99.8% and experienced a maximum drawdown of 96.3% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of AZ.US?

Over the past 10 years, AZ.US has generated a Compound Annual Growth Rate (CAGR) of 29.0%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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